+240.4%
TPR vs XRT
-1.0%
+241.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.9% |
| 7D | -2.3% | +0.8% | -3.1% | -3.0% |
| 30D | -23.0% | -4.2% | -18.8% | -19.9% |
| 3M | -12.5% | +5.1% | -17.6% | -16.7% |
| 6M | -21.4% | +2.4% | -23.8% | -23.3% |
| YTD | -3.5% | +3.2% | -6.7% | -6.6% |
| 1Y | +17.4% | +1.5% | +15.8% | +15.4% |
| 3Y | +291.3% | +40.6% | +250.7% | +184.4% |
| All | +240.4% | -1.0% | +241.4% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling